-24.5%
MDB vs XME
+179.6%
-204.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -4.2% |
| 7D | -18.0% | +3.6% | -21.6% | -20.2% |
| 30D | -10.7% | +3.6% | -14.4% | -13.3% |
| 3M | +1.0% | +1.2% | -0.2% | -1.1% |
| 6M | +31.6% | +9.0% | +22.6% | +20.6% |
| YTD | -15.2% | +15.9% | -31.1% | -26.6% |
| 1Y | +10.1% | +43.2% | -33.1% | -20.5% |
| 3Y | -5.6% | +137.4% | -143.0% | -56.0% |
| 5Y | -24.5% | +185.0% | -209.6% | -67.0% |
| All | -24.5% | +179.6% | -204.2% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling